+16.6%
CCEP vs IT
-30.5%
+47.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.5% |
| 7D | -3.7% | -9.1% | +5.5% | -3.4% |
| 30D | -2.1% | -12.2% | +10.1% | -1.8% |
| 3M | +7.2% | +7.8% | -0.6% | +6.3% |
| 6M | +3.3% | +2.0% | +1.3% | +2.2% |
| YTD | +15.7% | -32.7% | +48.4% | +18.9% |
| 1Y | +16.6% | -31.1% | +47.7% | +18.5% |
| All | +16.6% | -30.5% | +47.1% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling